+22.6%
BAC vs PM
+163.6%
-141.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.7% |
| 7D | +3.2% | +0.5% | +2.7% | +3.1% |
| 30D | -0.7% | -3.2% | +2.5% | 0.0% |
| 3M | -20.0% | +6.2% | -26.2% | -21.2% |
| 6M | +3.4% | +7.7% | -4.2% | +1.2% |
| YTD | -5.7% | +27.3% | -33.0% | -12.6% |
| 1Y | -1.4% | +32.8% | -34.2% | -10.0% |
| 3Y | +97.9% | +150.0% | -52.1% | +28.3% |
| All | +22.6% | +163.6% | -141.0% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling